Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47539.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46141.24 Kr¶

PnL: ---------------------------------------> -747.33 Kr¶

DD now: ---------------------------------> -2.243 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:18:52.194569'

Anic Portfolio¶

Today¶

Return: 0.025 %¶

This Week¶

Return: 0.025 %¶

Total¶

Return: 55.631 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -2.050000 764.000000 91.000000 13.520000 673.000000
Nordea Bank Abp 29 0.450000 3530.460000 76.460000 2.210000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.310000 390.800000 35.800000 10.080000 355.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
SAAB B 8 -0.400000 3406.400000 29.400000 0.870000 3377.000000
AcadeMedia 12 0.660000 583.200000 26.200000 4.700000 557.000004
Swedbank A 3 -0.050000 589.050000 25.050000 4.440000 564.000000
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.840000 543.400000 16.400000 3.110000 527.000000
OEM International B 7 -0.640000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -1.330000 580.200000 10.200000 1.790000 570.000000
Corem Property Group B 59 -4.660000 584.980000 7.980000 1.380000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.360000 3.360000 1.370000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.140000 541.000000 -5.000000 -0.920000 546.000000
Boozt 12 -1.800000 1640.400000 -13.600000 -0.820000 1653.999996
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
CTEK 13 -1.480000 502.060000 -31.940000 -5.980000 533.999999
Essity B 2 1.120000 540.400000 -33.600000 -5.850000 574.000000
Vivesto 1368 2.370000 567.170000 -45.830000 -7.480000 612.999432
Sampo Oyj SDB 7 0.460000 3797.500000 -52.500000 -1.360000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.620000 2854.800000 -116.200000 -3.910000 2971.000006
OX2 18 1.370000 1465.200000 -198.800000 -11.950000 1663.999992
Axfood 13 1.460000 3517.800000 -238.200000 -6.340000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46141.240000 -747.330000 -2.24272% 46888.564618

Updated:¶

'2023-01-30 10:19:05.297038'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶